1. Field of the Invention
The invention relates to the field of weather and climate simulation. In particular, the invention relates to improved methods for modeling and simulating the statistical characteristics of atmospheric, meteorological, or other geophysical time series, including the probability of rare events. The invention is useful to persons whose business, decisions, or activities are affected by statistical characteristics of the weather, climate, or other geophysical variables, including those related to the ocean and the land surface. Thus the invention provides information for assessing, managing, and mitigating risk arising from weather, climate, or other geophysical phenomena or processes.
2. Description of the Related Art
The need for reliable simulation of weather variables is accelerating as attempts to manage weather and climate risk turn to analytical and computer models of the interactions between weather and weather sensitive activities in which large amounts of money are at stake. In contrast with the present technique, other schemes in use depend on the generation of random sequences (such as Brownian motion) or involve boot strapping techniques with parameters whose values are not defined or determined rigorously or unambiguously. Accordingly, there is a continuing need for improved weather and climate simulation methods. This is the need addressed by the present invention.